Recursive approximate maximum likelihood estimation for a class of counting process models (Q1182759)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Recursive approximate maximum likelihood estimation for a class of counting process models
scientific article

    Statements

    Recursive approximate maximum likelihood estimation for a class of counting process models (English)
    0 references
    0 references
    28 June 1992
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    recursive algorithm
    0 references
    intensity
    0 references
    counting process
    0 references
    approximations of maximum likelihood estimators
    0 references
    consistency
    0 references
    Lyapunov functions
    0 references
    weak convergence for martingales
    0 references
    least squares estimation
    0 references